Depth-weighted means of noisy data: an application to estimating the average effect in heterogeneous panels

DOI10.1016/j.jmva.2023.105165zbMath1520.62055MaRDI QIDQ6097546

Donggyu Sul, Yoonseok Lee

Publication date: 5 June 2023

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

longitudinal datanoisy datadepthpurchasing power parityrandom coefficientheterogeneous panelmultivariate average effect

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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